gtsam/gtsam/linear/tests/testJacobianFactorObsolete.cpp

469 lines
15 KiB
C++

/* ----------------------------------------------------------------------------
* GTSAM Copyright 2010, Georgia Tech Research Corporation,
* Atlanta, Georgia 30332-0415
* All Rights Reserved
* Authors: Frank Dellaert, et al. (see THANKS for the full author list)
* See LICENSE for the license information
* -------------------------------------------------------------------------- */
/**
* @file testJacobianFactor.cpp
* @brief Unit tests for Linear Factor
* @author Christian Potthast
* @author Frank Dellaert
**/
#include <gtsam/base/TestableAssertions.h>
#include <CppUnitLite/TestHarness.h>
#include <gtsam/linear/JacobianFactorOrdered.h>
#include <gtsam/linear/HessianFactorOrdered.h>
#include <gtsam/linear/GaussianConditionalOrdered.h>
#include <gtsam/linear/GaussianFactorGraphOrdered.h>
using namespace std;
using namespace gtsam;
static const Index _x0_=0, _x1_=1, _x2_=2, _x_=5, _y_=6, _l11_=8;
static SharedDiagonal constraintModel = noiseModel::Constrained::All(2);
/* ************************************************************************* */
TEST(JacobianFactorOrdered, constructor)
{
Vector b = Vector_(3, 1., 2., 3.);
SharedDiagonal noise = noiseModel::Diagonal::Sigmas(Vector_(3,1.,1.,1.));
std::list<std::pair<Index, Matrix> > terms;
terms.push_back(make_pair(_x0_, eye(3)));
terms.push_back(make_pair(_x1_, 2.*eye(3)));
JacobianFactorOrdered actual(terms, b, noise);
JacobianFactorOrdered expected(_x0_, eye(3), _x1_, 2.*eye(3), b, noise);
EXPECT(assert_equal(expected, actual));
}
/* ************************************************************************* */
TEST(JacobianFactorOrdered, constructor2)
{
Vector b = Vector_(3, 1., 2., 3.);
SharedDiagonal noise = noiseModel::Diagonal::Sigmas(Vector_(3,1.,1.,1.));
std::list<std::pair<Index, Matrix> > terms;
terms.push_back(make_pair(_x0_, eye(3)));
terms.push_back(make_pair(_x1_, 2.*eye(3)));
const JacobianFactorOrdered actual(terms, b, noise);
JacobianFactorOrdered::const_iterator key0 = actual.begin();
JacobianFactorOrdered::const_iterator key1 = key0 + 1;
EXPECT(assert_equal(*key0, _x0_));
EXPECT(assert_equal(*key1, _x1_));
EXPECT(!actual.empty());
EXPECT_LONGS_EQUAL(3, actual.Ab_.nBlocks());
Matrix actualA0 = actual.getA(key0);
Matrix actualA1 = actual.getA(key1);
Vector actualb = actual.getb();
EXPECT(assert_equal(eye(3), actualA0));
EXPECT(assert_equal(2.*eye(3), actualA1));
EXPECT(assert_equal(b, actualb));
}
/* ************************************************************************* */
JacobianFactorOrdered construct() {
Matrix A = Matrix_(2,2, 1.,2.,3.,4.);
Vector b = Vector_(2, 1.0, 2.0);
SharedDiagonal s = noiseModel::Diagonal::Sigmas(Vector_(2, 3.0, 4.0));
JacobianFactorOrdered::shared_ptr shared(
new JacobianFactorOrdered(0, A, b, s));
return *shared;
}
TEST(JacobianFactorOrdered, return_value)
{
Matrix A = Matrix_(2,2, 1.,2.,3.,4.);
Vector b = Vector_(2, 1.0, 2.0);
SharedDiagonal s = noiseModel::Diagonal::Sigmas(Vector_(2, 3.0, 4.0));
JacobianFactorOrdered copied = construct();
EXPECT(assert_equal(b, copied.getb()));
EXPECT(assert_equal(*s, *copied.get_model()));
EXPECT(assert_equal(A, copied.getA(copied.begin())));
}
/* ************************************************************************* */
TEST(JabobianFactor, Hessian_conversion) {
HessianFactorOrdered hessian(0, (Matrix(4,4) <<
1.57, 2.695, -1.1, -2.35,
2.695, 11.3125, -0.65, -10.225,
-1.1, -0.65, 1, 0.5,
-2.35, -10.225, 0.5, 9.25).finished(),
(Vector(4) << -7.885, -28.5175, 2.75, 25.675).finished(),
73.1725);
JacobianFactorOrdered expected(0, (Matrix(2,4) <<
1.2530, 2.1508, -0.8779, -1.8755,
0, 2.5858, 0.4789, -2.3943).finished(),
(Vector(2) << -6.2929, -5.7941).finished(),
noiseModel::Unit::Create(2));
JacobianFactorOrdered actual(hessian);
EXPECT(assert_equal(expected, actual, 1e-3));
}
/* ************************************************************************* */
TEST( JacobianFactorOrdered, constructor_combined){
double sigma1 = 0.0957;
Matrix A11(2,2);
A11(0,0) = 1; A11(0,1) = 0;
A11(1,0) = 0; A11(1,1) = 1;
Vector b(2);
b(0) = 2; b(1) = -1;
JacobianFactorOrdered::shared_ptr f1(new JacobianFactorOrdered(0, A11, b*sigma1, noiseModel::Isotropic::Sigma(2,sigma1)));
double sigma2 = 0.5;
A11(0,0) = 1; A11(0,1) = 0;
A11(1,0) = 0; A11(1,1) = -1;
b(0) = 4 ; b(1) = -5;
JacobianFactorOrdered::shared_ptr f2(new JacobianFactorOrdered(0, A11, b*sigma2, noiseModel::Isotropic::Sigma(2,sigma2)));
double sigma3 = 0.25;
A11(0,0) = 1; A11(0,1) = 0;
A11(1,0) = 0; A11(1,1) = -1;
b(0) = 3 ; b(1) = -88;
JacobianFactorOrdered::shared_ptr f3(new JacobianFactorOrdered(0, A11, b*sigma3, noiseModel::Isotropic::Sigma(2,sigma3)));
// TODO: find a real sigma value for this example
double sigma4 = 0.1;
A11(0,0) = 6; A11(0,1) = 0;
A11(1,0) = 0; A11(1,1) = 7;
b(0) = 5 ; b(1) = -6;
JacobianFactorOrdered::shared_ptr f4(new JacobianFactorOrdered(0, A11*sigma4, b*sigma4, noiseModel::Isotropic::Sigma(2,sigma4)));
GaussianFactorGraphOrdered lfg;
lfg.push_back(f1);
lfg.push_back(f2);
lfg.push_back(f3);
lfg.push_back(f4);
JacobianFactorOrdered combined(lfg);
Vector sigmas = Vector_(8, sigma1, sigma1, sigma2, sigma2, sigma3, sigma3, sigma4, sigma4);
Matrix A22(8,2);
A22(0,0) = 1; A22(0,1) = 0;
A22(1,0) = 0; A22(1,1) = 1;
A22(2,0) = 1; A22(2,1) = 0;
A22(3,0) = 0; A22(3,1) = -1;
A22(4,0) = 1; A22(4,1) = 0;
A22(5,0) = 0; A22(5,1) = -1;
A22(6,0) = 0.6; A22(6,1) = 0;
A22(7,0) = 0; A22(7,1) = 0.7;
Vector exb(8);
exb(0) = 2*sigma1 ; exb(1) = -1*sigma1; exb(2) = 4*sigma2 ; exb(3) = -5*sigma2;
exb(4) = 3*sigma3 ; exb(5) = -88*sigma3; exb(6) = 5*sigma4 ; exb(7) = -6*sigma4;
vector<pair<Index, Matrix> > meas;
meas.push_back(make_pair(0, A22));
JacobianFactorOrdered expected(meas, exb, noiseModel::Diagonal::Sigmas(sigmas));
EXPECT(assert_equal(expected,combined));
}
/* ************************************************************************* */
TEST(JacobianFactorOrdered, linearFactorN){
Matrix I = eye(2);
GaussianFactorGraphOrdered f;
SharedDiagonal model = noiseModel::Isotropic::Sigma(2,1.0);
f.push_back(JacobianFactorOrdered::shared_ptr(new JacobianFactorOrdered(0, I, Vector_(2, 10.0, 5.0), model)));
f.push_back(JacobianFactorOrdered::shared_ptr(new JacobianFactorOrdered(0, -10 * I, 1, 10 * I, Vector_(2, 1.0, -2.0), model)));
f.push_back(JacobianFactorOrdered::shared_ptr(new JacobianFactorOrdered(1, -10 * I, 2, 10 * I, Vector_(2, 1.5, -1.5), model)));
f.push_back(JacobianFactorOrdered::shared_ptr(new JacobianFactorOrdered(2, -10 * I, 3, 10 * I, Vector_(2, 2.0, -1.0), model)));
JacobianFactorOrdered combinedFactor(f);
vector<pair<Index, Matrix> > combinedMeasurement;
combinedMeasurement.push_back(make_pair(0, Matrix_(8,2,
1.0, 0.0,
0.0, 1.0,
-10.0, 0.0,
0.0,-10.0,
0.0, 0.0,
0.0, 0.0,
0.0, 0.0,
0.0, 0.0)));
combinedMeasurement.push_back(make_pair(1, Matrix_(8,2,
0.0, 0.0,
0.0, 0.0,
10.0, 0.0,
0.0, 10.0,
-10.0, 0.0,
0.0,-10.0,
0.0, 0.0,
0.0, 0.0)));
combinedMeasurement.push_back(make_pair(2, Matrix_(8,2,
0.0, 0.0,
0.0, 0.0,
0.0, 0.0,
0.0, 0.0,
10.0, 0.0,
0.0, 10.0,
-10.0, 0.0,
0.0,-10.0)));
combinedMeasurement.push_back(make_pair(3, Matrix_(8,2,
0.0, 0.0,
0.0, 0.0,
0.0, 0.0,
0.0, 0.0,
0.0, 0.0,
0.0, 0.0,
10.0, 0.0,
0.0,10.0)));
Vector b = Vector_(8,
10.0, 5.0, 1.0, -2.0, 1.5, -1.5, 2.0, -1.0);
Vector sigmas = repeat(8,1.0);
JacobianFactorOrdered expected(combinedMeasurement, b, noiseModel::Diagonal::Sigmas(sigmas));
EXPECT(assert_equal(expected,combinedFactor));
}
/* ************************************************************************* */
TEST(JacobianFactorOrdered, error) {
Vector b = Vector_(3, 1., 2., 3.);
SharedDiagonal noise = noiseModel::Diagonal::Sigmas(Vector_(3,2.,2.,2.));
std::list<std::pair<Index, Matrix> > terms;
terms.push_back(make_pair(_x0_, eye(3)));
terms.push_back(make_pair(_x1_, 2.*eye(3)));
const JacobianFactorOrdered jf(terms, b, noise);
VectorValuesOrdered values(2, 3);
values[0] = Vector_(3, 1.,2.,3.);
values[1] = Vector_(3, 4.,5.,6.);
Vector expected_unwhitened = Vector_(3, 8., 10., 12.);
Vector actual_unwhitened = jf.unweighted_error(values);
EXPECT(assert_equal(expected_unwhitened, actual_unwhitened));
Vector expected_whitened = Vector_(3, 4., 5., 6.);
Vector actual_whitened = jf.error_vector(values);
EXPECT(assert_equal(expected_whitened, actual_whitened));
// check behavior when there are more values than in this factor
VectorValuesOrdered largeValues(3, 3);
largeValues[0] = Vector_(3, 1.,2.,3.);
largeValues[1] = Vector_(3, 4.,5.,6.);
largeValues[2] = Vector_(3, 7.,8.,9.);
EXPECT(assert_equal(expected_unwhitened, jf.unweighted_error(largeValues)));
EXPECT(assert_equal(expected_whitened, jf.error_vector(largeValues)));
}
/* ************************************************************************* */
TEST(JacobianFactorOrdered, operators )
{
SharedDiagonal sigma0_1 = noiseModel::Isotropic::Sigma(2,0.1);
Matrix I = eye(2);
Vector b = Vector_(2,0.2,-0.1);
JacobianFactorOrdered lf(_x1_, -I, _x2_, I, b, sigma0_1);
VectorValuesOrdered c;
c.insert(_x1_, Vector_(2,10.,20.));
c.insert(_x2_, Vector_(2,30.,60.));
// test A*x
Vector expectedE = Vector_(2,200.,400.), e = lf*c;
EXPECT(assert_equal(expectedE,e));
// test A^e
VectorValuesOrdered expectedX;
expectedX.insert(_x1_, Vector_(2,-2000.,-4000.));
expectedX.insert(_x2_, Vector_(2, 2000., 4000.));
VectorValuesOrdered actualX = VectorValuesOrdered::Zero(expectedX);
lf.transposeMultiplyAdd(1.0, e, actualX);
EXPECT(assert_equal(expectedX, actualX));
}
/* ************************************************************************* */
TEST(JacobianFactorOrdered, eliminate2 )
{
// sigmas
double sigma1 = 0.2;
double sigma2 = 0.1;
Vector sigmas = Vector_(4, sigma1, sigma1, sigma2, sigma2);
// the combined linear factor
Matrix Ax2 = Matrix_(4,2,
// x2
-1., 0.,
+0.,-1.,
1., 0.,
+0.,1.
);
Matrix Al1x1 = Matrix_(4,4,
// l1 x1
1., 0., 0.00, 0., // f4
0., 1., 0.00, 0., // f4
0., 0., -1., 0., // f2
0., 0., 0.00,-1. // f2
);
// the RHS
Vector b2(4);
b2(0) = -0.2;
b2(1) = 0.3;
b2(2) = 0.2;
b2(3) = -0.1;
vector<pair<Index, Matrix> > meas;
meas.push_back(make_pair(_x2_, Ax2));
meas.push_back(make_pair(_l11_, Al1x1));
JacobianFactorOrdered combined(meas, b2, noiseModel::Diagonal::Sigmas(sigmas));
// eliminate the combined factor
GaussianConditionalOrdered::shared_ptr actualCG_QR;
JacobianFactorOrdered::shared_ptr actualLF_QR(new JacobianFactorOrdered(combined));
actualCG_QR = actualLF_QR->eliminateFirst();
// create expected Conditional Gaussian
double oldSigma = 0.0894427; // from when R was made unit
Matrix R11 = Matrix_(2,2,
1.00, 0.00,
0.00, 1.00
)/oldSigma;
Matrix S12 = Matrix_(2,4,
-0.20, 0.00,-0.80, 0.00,
+0.00,-0.20,+0.00,-0.80
)/oldSigma;
Vector d = Vector_(2,0.2,-0.14)/oldSigma;
GaussianConditionalOrdered expectedCG(_x2_,d,R11,_l11_,S12,ones(2));
EXPECT_LONGS_EQUAL(0, actualCG_QR->rsd().firstBlock());
EXPECT_LONGS_EQUAL(0, actualCG_QR->rsd().rowStart());
EXPECT_LONGS_EQUAL(2, actualCG_QR->rsd().rowEnd());
EXPECT_LONGS_EQUAL(3, actualCG_QR->rsd().nBlocks());
EXPECT(assert_equal(expectedCG,*actualCG_QR,1e-4));
// the expected linear factor
double sigma = 0.2236;
Matrix Bl1x1 = Matrix_(2,4,
// l1 x1
1.00, 0.00, -1.00, 0.00,
0.00, 1.00, +0.00, -1.00
)/sigma;
Vector b1 = Vector_(2,0.0,0.894427);
JacobianFactorOrdered expectedLF(_l11_, Bl1x1, b1, noiseModel::Isotropic::Sigma(2,1.0));
EXPECT(assert_equal(expectedLF,*actualLF_QR,1e-3));
}
/* ************************************************************************* */
TEST(JacobianFactorOrdered, default_error )
{
JacobianFactorOrdered f;
vector<size_t> dims;
VectorValuesOrdered c(dims);
double actual = f.error(c);
EXPECT(actual==0.0);
}
//* ************************************************************************* */
TEST(JacobianFactorOrdered, empty )
{
// create an empty factor
JacobianFactorOrdered f;
EXPECT(f.empty()==true);
}
/* ************************************************************************* */
// small aux. function to print out lists of anything
template<class T>
void print(const list<T>& i) {
copy(i.begin(), i.end(), ostream_iterator<T> (cout, ","));
cout << endl;
}
/* ************************************************************************* */
TEST(JacobianFactorOrdered, CONSTRUCTOR_GaussianConditional )
{
Matrix R11 = eye(2);
Matrix S12 = Matrix_(2,2,
-0.200001, 0.00,
+0.00,-0.200001
);
Vector d(2); d(0) = 2.23607; d(1) = -1.56525;
Vector sigmas =repeat(2,0.29907);
GaussianConditionalOrdered::shared_ptr CG(new GaussianConditionalOrdered(_x2_,d,R11,_l11_,S12,sigmas));
// Call the constructor we are testing !
JacobianFactorOrdered actualLF(*CG);
JacobianFactorOrdered expectedLF(_x2_,R11,_l11_,S12,d, noiseModel::Diagonal::Sigmas(sigmas));
EXPECT(assert_equal(expectedLF,actualLF,1e-5));
}
/* ************************************************************************* */
TEST ( JacobianFactorOrdered, constraint_eliminate1 )
{
// construct a linear constraint
Vector v(2); v(0)=1.2; v(1)=3.4;
Index key = _x0_;
JacobianFactorOrdered lc(key, eye(2), v, constraintModel);
// eliminate it
GaussianConditionalOrdered::shared_ptr actualCG;
JacobianFactorOrdered::shared_ptr actualLF(new JacobianFactorOrdered(lc));
actualCG = actualLF->eliminateFirst();
// verify linear factor
EXPECT(actualLF->size() == 0);
// verify conditional Gaussian
Vector sigmas = Vector_(2, 0.0, 0.0);
GaussianConditionalOrdered expCG(_x0_, v, eye(2), sigmas);
EXPECT(assert_equal(expCG, *actualCG));
}
/* ************************************************************************* */
TEST ( JacobianFactorOrdered, constraint_eliminate2 )
{
// Construct a linear constraint
// RHS
Vector b(2); b(0)=3.0; b(1)=4.0;
// A1 - invertible
Matrix A1(2,2);
A1(0,0) = 1.0 ; A1(0,1) = 2.0;
A1(1,0) = 2.0 ; A1(1,1) = 1.0;
// A2 - not invertible
Matrix A2(2,2);
A2(0,0) = 1.0 ; A2(0,1) = 2.0;
A2(1,0) = 2.0 ; A2(1,1) = 4.0;
JacobianFactorOrdered lc(_x_, A1, _y_, A2, b, constraintModel);
// eliminate x and verify results
GaussianConditionalOrdered::shared_ptr actualCG;
JacobianFactorOrdered::shared_ptr actualLF(new JacobianFactorOrdered(lc));
actualCG = actualLF->eliminateFirst();
// LF should be null
JacobianFactorOrdered expectedLF;
EXPECT(assert_equal(*actualLF, expectedLF));
// verify CG
Matrix R = Matrix_(2, 2,
1.0, 2.0,
0.0, 1.0);
Matrix S = Matrix_(2,2,
1.0, 2.0,
0.0, 0.0);
Vector d = Vector_(2, 3.0, 0.6666);
GaussianConditionalOrdered expectedCG(_x_, d, R, _y_, S, zero(2));
EXPECT(assert_equal(expectedCG, *actualCG, 1e-4));
}
/* ************************************************************************* */
int main() { TestResult tr; return TestRegistry::runAllTests(tr);}
/* ************************************************************************* */